package com.imsl.test.example.finance; import com.imsl.finance.*; import java.text.*; import java.util.*; /** *
* Computes the number of days in a coupon period.
* In this example, the settlement date is 11/11/86. The number of days in the * coupon period containing this date is returned. * * * @see Code * @see Output */ public class BondCoupdaysEx1 { static final DateFormat dateFormat = DateFormat.getDateInstance(DateFormat.SHORT, Locale.US); static private GregorianCalendar parse(String s) throws ParseException { GregorianCalendar cal = new GregorianCalendar(); cal.setTime(dateFormat.parse(s)); return cal; } public static void main(String args[]) throws ParseException { GregorianCalendar settlement = parse("11/11/86"); GregorianCalendar maturity = parse("3/1/99"); int freq = Bond.SEMIANNUAL; DayCountBasis dcb = DayCountBasis.BasisActual365; double coupdays = Bond.coupdays(settlement, maturity, freq, dcb); System.out.println("The number of days in the coupon period that " + "contains the settlement date is " + coupdays); } }